Sina Seyfi

Aalto University, School of business

Finland

  • Aalto University, School of business

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

Essence of the Cross Section

Number of pages: 66 Posted: 14 Jun 2023 Last Revised: 07 Jul 2024
Sina Seyfi
Aalto University, School of business
Downloads 642 (80,399)

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Asset pricing, portfolios, cross-section of expected returns, stock characteristics, machine learning, high-dimensional return predictability

2.

Neighbouring Assets

Number of pages: 63 Posted: 27 Dec 2022 Last Revised: 15 May 2024
Sina Seyfi
Aalto University, School of business
Downloads 479 (115,653)

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Asset pricing, portfolios, cross-section of expected returns, stock characteristics, machine learning

3.

Basis Portfolios

Number of pages: 70 Posted: 01 Feb 2024 Last Revised: 06 Feb 2024
Sina Seyfi
Aalto University, School of business
Downloads 316 (184,606)

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Asset pricing, mean-variance efficient portfolio, stock characteristics, covariance matrix, optimal weights, high-dimensional portfolio sort

4.

A Novel Classification Approach for Credit Scoring based on Gaussian Mixture Models

Number of pages: 16 Posted: 23 Nov 2020 Last Revised: 16 Sep 2023
Hamid R. Arian, Sina Seyfi and Azin Sharifi
York University, Aalto University, School of business and University of Toronto - RiskLab
Downloads 150 (372,707)
Citation 1

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Credit Scoring, Classification, Gaussian Mixture Models, Consumer Default Risk